CME Euro FX (E) Future March 2015
| Trading Metrics calculated at close of trading on 22-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2014 |
22-May-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3662 |
1.3683 |
0.0021 |
0.2% |
1.3758 |
| High |
1.3683 |
1.3685 |
0.0002 |
0.0% |
1.3758 |
| Low |
1.3662 |
1.3655 |
-0.0007 |
-0.1% |
1.3662 |
| Close |
1.3683 |
1.3655 |
-0.0028 |
-0.2% |
1.3702 |
| Range |
0.0021 |
0.0030 |
0.0009 |
42.9% |
0.0096 |
| ATR |
0.0045 |
0.0044 |
-0.0001 |
-2.3% |
0.0000 |
| Volume |
4 |
1 |
-3 |
-75.0% |
94 |
|
| Daily Pivots for day following 22-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3755 |
1.3735 |
1.3672 |
|
| R3 |
1.3725 |
1.3705 |
1.3663 |
|
| R2 |
1.3695 |
1.3695 |
1.3661 |
|
| R1 |
1.3675 |
1.3675 |
1.3658 |
1.3670 |
| PP |
1.3665 |
1.3665 |
1.3665 |
1.3663 |
| S1 |
1.3645 |
1.3645 |
1.3652 |
1.3640 |
| S2 |
1.3635 |
1.3635 |
1.3650 |
|
| S3 |
1.3605 |
1.3615 |
1.3647 |
|
| S4 |
1.3575 |
1.3585 |
1.3639 |
|
|
| Weekly Pivots for week ending 16-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3995 |
1.3945 |
1.3755 |
|
| R3 |
1.3899 |
1.3849 |
1.3728 |
|
| R2 |
1.3803 |
1.3803 |
1.3720 |
|
| R1 |
1.3753 |
1.3753 |
1.3711 |
1.3730 |
| PP |
1.3707 |
1.3707 |
1.3707 |
1.3696 |
| S1 |
1.3657 |
1.3657 |
1.3693 |
1.3634 |
| S2 |
1.3611 |
1.3611 |
1.3684 |
|
| S3 |
1.3515 |
1.3561 |
1.3676 |
|
| S4 |
1.3419 |
1.3465 |
1.3649 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3813 |
|
2.618 |
1.3764 |
|
1.618 |
1.3734 |
|
1.000 |
1.3715 |
|
0.618 |
1.3704 |
|
HIGH |
1.3685 |
|
0.618 |
1.3674 |
|
0.500 |
1.3670 |
|
0.382 |
1.3666 |
|
LOW |
1.3655 |
|
0.618 |
1.3636 |
|
1.000 |
1.3625 |
|
1.618 |
1.3606 |
|
2.618 |
1.3576 |
|
4.250 |
1.3528 |
|
|
| Fisher Pivots for day following 22-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3670 |
1.3678 |
| PP |
1.3665 |
1.3670 |
| S1 |
1.3660 |
1.3663 |
|